CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0992 |
1.0951 |
-0.0041 |
-0.4% |
1.1208 |
| High |
1.0998 |
1.0995 |
-0.0003 |
0.0% |
1.1212 |
| Low |
1.0934 |
1.0945 |
0.0011 |
0.1% |
1.0946 |
| Close |
1.0958 |
1.0969 |
0.0011 |
0.1% |
1.0961 |
| Range |
0.0064 |
0.0050 |
-0.0014 |
-21.9% |
0.0266 |
| ATR |
0.0082 |
0.0079 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
30,567 |
22,834 |
-7,733 |
-25.3% |
164,162 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1120 |
1.1094 |
1.0997 |
|
| R3 |
1.1070 |
1.1044 |
1.0983 |
|
| R2 |
1.1020 |
1.1020 |
1.0978 |
|
| R1 |
1.0994 |
1.0994 |
1.0974 |
1.1007 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0976 |
| S1 |
1.0944 |
1.0944 |
1.0964 |
1.0957 |
| S2 |
1.0920 |
1.0920 |
1.0960 |
|
| S3 |
1.0870 |
1.0894 |
1.0955 |
|
| S4 |
1.0820 |
1.0844 |
1.0942 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1838 |
1.1665 |
1.1107 |
|
| R3 |
1.1572 |
1.1399 |
1.1034 |
|
| R2 |
1.1306 |
1.1306 |
1.1010 |
|
| R1 |
1.1133 |
1.1133 |
1.0985 |
1.1087 |
| PP |
1.1040 |
1.1040 |
1.1040 |
1.1016 |
| S1 |
1.0867 |
1.0867 |
1.0937 |
1.0821 |
| S2 |
1.0774 |
1.0774 |
1.0912 |
|
| S3 |
1.0508 |
1.0601 |
1.0888 |
|
| S4 |
1.0242 |
1.0335 |
1.0815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1127 |
1.0929 |
0.0198 |
1.8% |
0.0079 |
0.7% |
20% |
False |
False |
31,163 |
| 10 |
1.1253 |
1.0929 |
0.0324 |
3.0% |
0.0075 |
0.7% |
12% |
False |
False |
29,588 |
| 20 |
1.1253 |
1.0900 |
0.0353 |
3.2% |
0.0081 |
0.7% |
20% |
False |
False |
30,017 |
| 40 |
1.1253 |
1.0711 |
0.0542 |
4.9% |
0.0080 |
0.7% |
48% |
False |
False |
29,447 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0079 |
0.7% |
58% |
False |
False |
20,269 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0072 |
0.7% |
58% |
False |
False |
15,206 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0067 |
0.6% |
70% |
False |
False |
12,166 |
| 120 |
1.1253 |
1.0230 |
0.1023 |
9.3% |
0.0057 |
0.5% |
72% |
False |
False |
10,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1208 |
|
2.618 |
1.1126 |
|
1.618 |
1.1076 |
|
1.000 |
1.1045 |
|
0.618 |
1.1026 |
|
HIGH |
1.0995 |
|
0.618 |
1.0976 |
|
0.500 |
1.0970 |
|
0.382 |
1.0964 |
|
LOW |
1.0945 |
|
0.618 |
1.0914 |
|
1.000 |
1.0895 |
|
1.618 |
1.0864 |
|
2.618 |
1.0814 |
|
4.250 |
1.0733 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0970 |
1.0968 |
| PP |
1.0970 |
1.0967 |
| S1 |
1.0969 |
1.0967 |
|